This is a fun questions for gamers. It doesn't even have to be the OEM controller, it can be a third party controller, and from any console. My favorite controller is the PS2 controller.
Currently my favorite controller is the XBox One Controller, but if I had to pick one of all time it would probably be the PS2. The only reason being that I had that controller in my hands way more than any other controller. I actually had time to play back then. lol.
Looking back now, I used to love the PS2 controller! Played so many hours with them and they just felt so great in the hand. Because it was so nice and light I never really got tired.
Unfortunately as with most things, it was dethroned when the PS4 controller launched with all its fancy lights.
xBox controller has been my favorite control to use simply for the fact that when it comes to PC gaming the xBox controller comes with everything needed to adapt from xBox over to PC. But for console gaming the gamecube controller is my favorite especially for games like super smash brothers melee.